Shuffles of copulas and a new measure of dependence
DOI10.1016/j.jmaa.2012.08.061zbMath1402.62096arXiv1204.0405MaRDI QIDQ691846
Songkiat Sumetkijakan, Pongpol Ruankong, Tippawan Santiwipanont
Publication date: 4 December 2012
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.0405
copulas; shuffles of Min; measure of dependence; measure-preserving; shuffles of copulas; Sobolev norm \(\ast \)-product
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems
62E10: Characterization and structure theory of statistical distributions
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